Thierry Foucault

Best Publications

• Order flow composition and trading costs in a dynamic limit order market

  Thierry Foucault

  980
  Citations

• Learning from peers' stock prices and corporate investment

  Thierry Foucault;Laurent Fresard

  719
  Citations

• News Trading and Speed

  Thierry Foucault;Johan Hombert;Ioanid Rosu

  543
  Citations

• Individual Investors and Volatility

  Thierry Foucault;David Sraer;David J. Thesmar

  483
  Citations

• Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis

  Thierry Foucault;Laurent Frésard

  477
  Citations

• Stock price informativeness, cross-listings, and investment decisions

  Thierry Foucault;Thomas Gehrig

  381
  Citations

• Illiquidity Contagion and Liquidity Crashes

  Giovanni Cespa;Thierry Foucault

  338
  Citations

• Market Liquidity: Theory, Evidence, and Policy

  Unknown

  292
  Citations

• Noisy Stock Prices and Corporate Investment

  Olivier Dessaint;Thierry Foucault;Laurent Frésard;Adrien Matray

  269
  Citations

• Trading Fees and Efficiency in Limit Order Markets

  Jean-Edouard Colliard;Thierry Foucault

  177
  Citations

• Toxic Arbitrage

  Unknown

  175
  Citations

• Market Making with Costly Monitoring: An Analysis of the SOES Controversy

  Thierry Foucault;Ailsa Röell;Patrik Sandås

  170
  Citations

• Minimum Price Variations, Time Priority, and Quote Dynamics

  Tito Cordella;Thierry Foucault

  168
  Citations

• Order Flow Composition and Trading Costs in Dynamic Limit Order Markets

  Thierry Foucault

  143
  Citations

• HFT and Market Quality

  Bruno Biais;Thierry Foucault

  141
  Citations

• Limit Order Book as a Market for Liquidity

  Thierry Foucault;Ohad Kadan;Eugene Kandel;Eugene Kandel

  140
  Citations

• Learning from Peers' Stock Prices and Corporate Investment

  Thierry Foucault;Laurent Frésard;Laurent Frésard

  124
  Citations

• Equilibrium Fast Trading

  Bruno Biais;Thierry Foucault;Sophie Moinas

  123
  Citations

• Equilibrium High Frequency Trading

  Thierry Foucault;Sophie Moinas;Bruno Biais

  121
  Citations

• Does Anonymity Matter in Electronic Limit Order Markets

  Thierry Foucault;Sophie Moinas;Erik Theissen

  89
  Citations